+313.6%
IVV vs NVMI
+3,108.0%
-2,794.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.1% |
| 7D | -2.0% | +3.8% | -5.8% | -2.9% |
| 30D | -1.6% | -7.6% | +5.9% | 0.0% |
| 3M | +4.8% | -28.0% | +32.8% | +11.7% |
| 6M | +12.6% | -15.3% | +27.9% | +14.0% |
| YTD | +11.8% | +11.5% | +0.3% | +4.9% |
| 1Y | +17.6% | +31.6% | -14.0% | +4.9% |
| 3Y | +77.0% | +207.0% | -129.9% | +17.6% |
| 5Y | +82.6% | +262.8% | -180.3% | +11.6% |
| All | +313.6% | +3,108.0% | -2,794.3% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NVMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling